| Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX) A Agosto, G Cavaliere, D Kristensen, A Rahbek Journal of Empirical Finance 38, 640-663, 2016 | 96 | 2016 |
| Variance matters (in stochastic dividend discount models) A Agosto, E Moretto Annals of Finance 11, 283-295, 2015 | 21 | 2015 |
| Spatial regression models to improve P2P credit risk management A Agosto, P Giudici, T Leach Frontiers in artificial intelligence 2, 6, 2019 | 20 | 2019 |
| Stochastic dividend discount model: covariance of random stock prices A Agosto, A Mainini, E Moretto Journal of Economics and Finance 43, 552-568, 2019 | 11 | 2019 |
| Validation of PARX models for default count prediction A Agosto, E Raffinetti Frontiers in Artificial Intelligence 2, 9, 2019 | 4 | 2019 |
| Exploiting default probabilities in a structural model with nonconstant barrier A Agosto, E Moretto Applied Financial Economics 22 (8), 667-679, 2012 | 4 | 2012 |
| Use of copulas for Value-At-Risk calculation and back-testing with an application to Italian data A Agosto, A Mainini, E Moretto RISK MANAGEMENT MAGAZINE 13 (2), 6-14, 2018 | | 2018 |
